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Wasserstein distributionally robust shortest path problem

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  • Wang, Zhuolin
  • You, Keyou
  • Song, Shiji
  • Zhang, Yuli

Abstract

This paper proposes a data-driven distributionally robust shortest path (DRSP) model where the distribution of the travel time in the transportation network can only be partially observed through a finite number of samples. Specifically, we aim to find an optimal path to minimize the worst-case α-reliable mean-excess travel time (METT) over a Wasserstein ball, which is centered at the empirical distribution of the sample dataset and the ball radius quantifies the level of its confidence. In sharp contrast to the existing DRSP models, our model is equivalently reformulated as a tractable mixed 0–1 convex problem, e.g., 0–1 linear program or 0–1 second-order cone program. Moreover, we also explicitly derive the distribution achieving the worst-case METT by simply perturbing each sample. Experiments demonstrate the advantages of our DRSP model in terms of the out-of-sample performance and computational complexity. Finally, our DRSP model is easily extended to solve the distributionally robust bi-criteria shortest path problem and the minimum cost flow problem.

Suggested Citation

  • Wang, Zhuolin & You, Keyou & Song, Shiji & Zhang, Yuli, 2020. "Wasserstein distributionally robust shortest path problem," European Journal of Operational Research, Elsevier, vol. 284(1), pages 31-43.
    • Handle: RePEc:eee:ejores:v:284:y:2020:i:1:p:31-43
    DOI: 10.1016/j.ejor.2020.01.009
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    2. Yin, Yunqiang & Luo, Zunhao & Wang, Dujuan & Cheng, T.C.E., 2023. "Wasserstein distance‐based distributionally robust parallel‐machine scheduling," Omega, Elsevier, vol. 120(C).
    3. Bellè, Andrea & Abdin, Adam F. & Fang, Yi-Ping & Zeng, Zhiguo & Barros, Anne, 2023. "A data-driven distributionally robust approach for the optimal coupling of interdependent critical infrastructures under random failures," European Journal of Operational Research, Elsevier, vol. 309(2), pages 872-889.
    4. Lee, Jisun & Joung, Seulgi & Lee, Kyungsik, 2022. "A fully polynomial time approximation scheme for the probability maximizing shortest path problem," European Journal of Operational Research, Elsevier, vol. 300(1), pages 35-45.
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